| Metric | BTC Buy&Hold | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 49.0% |
| Cumulative Return | 48.03% | 31.08% |
| CAGR﹪ | 72.64% | 45.76% |
| Sharpe | 0.04 | 0.04 |
| Prob. Sharpe Ratio | 86.51% | 84.55% |
| Smart Sharpe | 0.04 | 0.04 |
| Sortino | 0.06 | 0.06 |
| Smart Sortino | 0.06 | 0.05 |
| Sortino/√2 | 0.04 | 0.04 |
| Smart Sortino/√2 | 0.04 | 0.04 |
| Omega | 1.01 | 1.01 |
| Max Drawdown | -23.42% | -22.28% |
| Longest DD Days | 109 | 95 |
| Volatility (ann.) | 1.76% | 1.25% |
| R^2 | 0.5 | 0.5 |
| Information Ratio | -0.0 | -0.0 |
| Calmar | 3.1 | 2.05 |
| Skew | -0.7 | -1.29 |
| Kurtosis | 27.4 | 79.7 |
| Expected Daily | 0.0% | 0.0% |
| Expected Monthly | 6.76% | 4.61% |
| Expected Yearly | 48.03% | 31.08% |
| Kelly Criterion | 0.7% | 0.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.13% |
| Expected Shortfall (cVaR) | -0.18% | -0.13% |
| Max Consecutive Wins | 21 | 10 |
| Max Consecutive Losses | 14 | 9 |
| Gain/Pain Ratio | 0.33 | 0.27 |
| Gain/Pain (1M) | 2.34 | 1.27 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.01 | 1.01 |
| Common Sense Ratio | 1.02 | 1.03 |
| CPC Index | 0.51 | 0.51 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 3.67 | 11.41 |
| Outlier Loss Ratio | 3.64 | 3.64 |
| MTD | -7.32% | -9.73% |
| 3M | -10.03% | -18.29% |
| 6M | 48.03% | 31.08% |
| YTD | 48.03% | 31.08% |
| 1Y | 48.03% | 31.08% |
| 3Y (ann.) | 72.64% | 45.76% |
| 5Y (ann.) | 72.64% | 45.76% |
| 10Y (ann.) | 72.64% | 45.76% |
| All-time (ann.) | 72.64% | 45.76% |
| Best Day | 1.92% | 1.92% |
| Worst Day | -3.45% | -3.45% |
| Best Month | 46.4% | 43.14% |
| Worst Month | -14.8% | -11.14% |
| Best Year | 48.03% | 31.08% |
| Worst Year | 48.03% | 31.08% |
| Avg. Drawdown | -0.81% | -0.57% |
| Avg. Drawdown Days | 2 | 2 |
| Recovery Factor | 2.1 | 1.44 |
| Ulcer Index | 0.1 | 0.1 |
| Serenity Index | 0.03 | 0.01 |
| Avg. Up Month | 24.51% | 21.09% |
| Avg. Down Month | -7.61% | -8.68% |
| Win Days | 50.25% | 50.18% |
| Win Month | 50.0% | 50.0% |
| Win Quarter | 50.0% | 50.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.5 |
| Alpha | - | 0.0 |
| Correlation | - | 70.62% |
| Treynor Ratio | - | 62.32% |
| Year | BTC Buy&Hold | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.03 | 31.08 | 0.65 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-28 | 2024-06-30 | -22.28 | 95 |
| 2024-01-10 | 2024-02-27 | -10.60 | 48 |
| 2024-01-01 | 2024-01-10 | -9.79 | 9 |
| 2024-03-11 | 2024-03-20 | -9.12 | 10 |
| 2024-03-21 | 2024-03-24 | -6.89 | 4 |
| 2024-03-05 | 2024-03-06 | -6.39 | 1 |
| 2024-03-08 | 2024-03-09 | -4.70 | 1 |
| 2024-02-28 | 2024-02-28 | -4.62 | 1 |
| 2024-02-28 | 2024-03-01 | -3.64 | 2 |
| 2024-03-26 | 2024-03-26 | -3.22 | 1 |